Consider a 120-day call option with strike price of $ 17 on a stock trading at $18. The risk free rate is 7.25% and standard deviation of the stocks return is 25%. What are the values for the following variables?

d₁: ______________________

d₂: ______________________

N(d₁): ______________________

N(d₂): ______________________

What is the call option price? ______________________

What is the put option price? ______________________

What option price model are you using to estimate f and g above? ________________

What is the name of the model you have used to calculate? ______________________